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portada SIMULTANEOUS EQUATIONS ESTIMATION
Type
Physical Book
Year
1994
Language
English
Pages
560
Format
Hardcover
Dimensions
24.40 x 16.90 cm
ISBN13
9781852786618

SIMULTANEOUS EQUATIONS ESTIMATION

Carl F. Christ (Author) · Edward Elgar Publishing · Hardcover

SIMULTANEOUS EQUATIONS ESTIMATION - Carl F. Christ

New Book Imported to Taiwan
Delivery: 21 Sep - 29 Sep Shipping: 14 to 15 business days.
NT$ 14,979
NT$ 14,979

Synopsis "SIMULTANEOUS EQUATIONS ESTIMATION"

This volume comprises the classic articles on methods of identification and estimation of simultaneous equations econometric models. It includes path-breaking contributions by Trygve Haavelmo and Tjalling Koopmans, who founded the subject and received Nobel prizes for their work. It presents original articles that developed and analysed the leading methods for estimating the parameters of simultaneous equations systems: instrumental variables, indirect least squares, generalized least squares, two-stage and three-stage least squares, and maximum likelihood. Many of the articles are not readily accessible to readers in any other form.

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